Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-11-02 0.487296 0.546177 0.613086 0.695573 0.795701 0.914878 1.069914
2025-11-09 0.404531 0.474169 0.559018 0.672329 0.823468 1.024125 1.322038
2025-11-16 0.361268 0.437590 0.535578 0.674895 0.875761 1.169301 1.663492
2025-11-23 0.338258 0.421367 0.533029 0.701022 0.961686 1.380948 2.189584
2025-11-30 0.313474 0.398724 0.517262 0.703628 1.010524 1.546258 2.717719
2025-12-07 0.291123 0.376480 0.498488 0.697392 1.041939 1.688864 3.284124
2025-12-14 0.271164 0.355425 0.478623 0.685663 1.060274 1.811125 3.889370
2025-12-21 0.252319 0.334227 0.456142 0.666077 1.059750 1.893843 4.457410
2025-12-28 0.243719 0.327368 0.454874 0.681812 1.129071 2.155944 5.874389
2026-01-04 0.237955 0.324180 0.458858 0.706987 1.222926 2.520215 8.297850
2026-01-11 0.226336 0.311004 0.445233 0.697893 1.241482 2.693476 10.229093
2026-01-18 0.220816 0.306964 0.446343 0.716612 1.326938 3.110070 15.058278
2026-01-25 0.207758 0.290354 0.425247 0.690480 1.303442 3.175748 17.643955
2026-02-01 0.194413 0.272587 0.400991 0.655633 1.252637 3.128429 19.101142
2026-02-08 0.187486 0.264884 0.393740 0.654520 1.287457 3.420322 27.146031
2026-02-15 0.184820 0.263964 0.398299 0.678320 1.393978 4.085847 54.776569
2026-02-22 0.179283 0.257894 0.393050 0.680447 1.441653 4.544200 102.579832
2026-03-01 0.173081 0.250357 0.384551 0.674406 1.464400 4.907839 200.909662
2026-03-08 0.166671 0.242144 0.374255 0.663213 1.469301 5.187484 433.237596
2026-03-15 0.159765 0.232776 0.361242 0.644556 1.447226 5.295684 896.810866
2026-03-22 0.157367 0.231084 0.362655 0.659535 1.538167 6.259729 NaN
2026-03-29 0.156070 0.231225 0.367567 0.683486 1.668394 7.796378 NaN
2026-04-05 0.151279 0.224954 0.359521 0.674836 1.680126 8.369175 NaN